Features

Easy installation and usage scheme. FinMath consists of just one file that is the same for 32-bit and 64-bit environment. All you need to do is to add reference to this file (FinMath.dll) in your project.

Outstanding efficiency. Most computations are implemented using Intel® MKL and Intel® IPP.

Extensive vector and matrix classes' API. Vector and matrix classes (and some others) contain overloaded operators and plenty of methods for performing required operation in-place or out-of-place. Thus on design phase you can use simplest approach, but there is a lot of possibilities for optimizing your code (both execution time and memory usage).

Easy to use descriptive statistics API. Methods of descriptive statistics are implemented as extensions methods thus allowing you to use them with any underlying container (like array, list, vector, matrix, etc.).

FinMath Documentation

Why RTMath?

All RTMath components provide excellent computational efficiency and memory utilization, they are easy to use, and well documented. The installation includes API references with the description of classes and class members combined with detailed code samples.

Customer Quotes:

Huabin Shen, Bond Trust: The FinMath library provides a comprehensive set of tools for our research and its execution efficiency impressed us. Excellent product, highly recommended.